Concepedia
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Publications
3
Citations
127
H-Index
Active since
2020
Affiliations
Princeton University(Current)
Renmin University of China
Peking University
Chen Xu Li is an author at Princeton University specializing in statistical inference, volatility modeling, and statistics.
Top concepts
BusinessStatisticsEngineeringAsset PricingOption PricingStochastic CalculusVolatility ModelingStatistical InferenceMultivariate Stochastic VolatilityEconometrics
Publications per year
2020–2020
Implied Stochastic Volatility Models
Yacine Aı̈t-Sahalia, Chenxu Li, Chen Xu Li · Review of Financial Studies · 2020 · 60 citations
Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +15
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Yacine Aı̈t-Sahalia, Chenxu Li, Chen Xu Li · Journal of Econometrics · 2020 · 51 citations
Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +8
Maximum likelihood estimation of latent Markov models using closed-form approximations
Yacine Aı̈t-Sahalia, Chenxu Li, Chen Xu Li · Journal of Econometrics · 2020 · 16 citations
Latent Modeling, Maximum Likelihood Estimation, Hidden Markov Model +4
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